V-Lab: Odakyu Electric Railway Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Odakyu Electric Railway Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:35.85% (+4.37%)

Analysis last updated: Sunday, April 21, 2024 at 12:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4063	7.04
$α$	0.1363	7.18
$β$	0.7760	28.59
$γ_{1}$	-0.0760	-1.88
$γ_{2}$	0.1834	3.10
$γ_{3}$	-0.2228	-5.50
$γ_{4}$	0.2129	5.31
$γ_{5}$	-0.1642	-4.14
$γ_{6}$	0.1276	3.60
$γ_{7}$	-0.1052	-3.00
$γ_{8}$	0.0795	2.55
$γ_{9}$	-0.0559	-2.70

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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